Using a new approach, an extended version of Spitzer's integral representation for stationary measures of a discrete branching process is obtained. This result is used to provide a complete solution to a problem in damage models satisfying a generalized Rao-Rubin condition.
Publié le : 1987-07-14
Classification:
Branching processes,
Cauchy equation,
damage models,
potential theory of Markov chains,
Rao-Rubin condition,
60E05,
62E10
@article{1176992092,
author = {Alzaid, Abdulhamid A. and Rao, C. Radhakrishna and Shanbhag, D. N.},
title = {An Extension of Spitzer's Integral Representation Theorem with an Application},
journal = {Ann. Probab.},
volume = {15},
number = {4},
year = {1987},
pages = { 1210-1216},
language = {en},
url = {http://dml.mathdoc.fr/item/1176992092}
}
Alzaid, Abdulhamid A.; Rao, C. Radhakrishna; Shanbhag, D. N. An Extension of Spitzer's Integral Representation Theorem with an Application. Ann. Probab., Tome 15 (1987) no. 4, pp. 1210-1216. http://gdmltest.u-ga.fr/item/1176992092/